-10.8%
DOW vs IBN
+178.3%
-189.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.8% |
| 7D | -2.4% | +1.4% | -3.8% | -2.8% |
| 30D | +0.4% | -0.3% | +0.7% | +0.5% |
| 3M | -14.4% | +17.1% | -31.5% | -19.4% |
| 6M | -7.0% | +3.4% | -10.4% | -9.0% |
| YTD | +30.2% | +2.5% | +27.7% | +27.5% |
| 1Y | +29.2% | -4.2% | +33.4% | +29.6% |
| 3Y | -36.7% | +32.4% | -69.1% | -45.1% |
| 5Y | -37.7% | +59.2% | -96.9% | -51.0% |
| All | -10.8% | +178.3% | -189.2% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IBN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling